How can I make a hole in a hole in a hole?
Add a UV Sphere SHFT+A > UV Sphere with 48 Segments and 32 Rings.



TAB into Edit Mode and select 97 verticies on the top and press X to delete them.



Select one vertex on the side and press X to delete it.



Select the vertices that make up the edge of the newly created hole and press SHFT + ALT + S and drag the mouse to round them.



EDIT: I noticed that after add a SubSurf Modifier when I was finished that there was some puckering around the hole on the side. In order to fix this with the newly rounded still selected press E + SHIFT + X and Extrude in just slightly.



Add a default Torus by pressing A > Torus. Scale it down by pressing S.



Select a vertex on the side of the Torus and press X to delete it.



Select the vertices that make up the edge of the newly created hole in the Torus and press SHFT + ALT + S and drag the mouse to round them.



Add the hole in the Sphere to the selection and press Space Bar type in "Bridge" and select "Bridge Edge Loops.



Press 1 to go into Front View and delete the vretices on the left half and on the bottom half.



Add a Mirror Modifier check the box next to "Clipping" And Z



Select the vertices that make up the edge of the hole at the top of the Sphere and press E + Z to Extrud them down on the z axis.





With some Loop Cuts in the shafts and some Proportional Editing and a  Subsurf Modifier and Smooth Shading.